35 citations · 161 across the 45 of their papers we have counts for
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math.PR2016★ 4 cited
Extremes of -Ornstein-Uhlenbeck processes
Yizao Wang
The -Ornstein-Uhlenbeck processes, , are a family of stationary Markov processes that converge weakly to the standard Ornstein-Uhlenbeck process as tends to 1. I…
math.PR2016
Large jumps of -Ornstein-Uhlenbeck processes
Yizao Wang
We continue the investigation of sample paths of -Ornstein-Uhlenbeck process. We show that for all , the process has big jumps crossing from near one end point of th…